Sojitz Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.04% (-5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5875 | 12.91 | |
| 0.1595 | 6.97 | |
| 0.7499 | 25.81 | |
| 0.0026 | 8.83 |
Estimation Period:
Apr 1, 2003 to Feb 13, 2026
Apr 1, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Sojitz Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities